+23.9%
EW vs PR
+80.1%
-56.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.6% |
| 7D | +11.0% | -16.4% | +27.4% | +8.1% |
| 30D | +19.1% | -1.9% | +21.0% | +18.5% |
| 3M | +14.4% | +8.0% | +6.4% | +14.6% |
| 6M | +22.8% | +4.1% | +18.7% | +22.9% |
| YTD | +19.8% | +58.7% | -38.9% | +19.9% |
| 1Y | +23.9% | +75.8% | -51.9% | +20.9% |
| All | +23.9% | +80.1% | -56.2% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling